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| Hessian matrix. http://forum.alglib.net/viewtopic.php?f=2&t=1013 |
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| Author: | zeemkr [ Tue Oct 01, 2013 1:37 am ] |
| Post subject: | Hessian matrix. |
Dear all, Is there a way to get the Hessian matrix (using BFGS algorithm) in alglib, please? Thank you, DK |
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| Author: | Sergey.Bochkanov [ Tue Oct 01, 2013 6:51 am ] |
| Post subject: | Re: Hessian matrix. |
No, current version of L-BFGS can not return Hessian matrix explicitly. |
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| Author: | zeemkr [ Tue Oct 01, 2013 10:46 pm ] |
| Post subject: | Re: Hessian matrix. |
Thank you for your reply. |
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